+897.3%
VST vs A
+294.6%
+602.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -5.0% |
| 7D | -19.9% | -5.2% | -14.7% | -18.3% |
| 30D | -29.7% | +1.4% | -31.1% | -30.0% |
| 3M | -19.6% | +21.9% | -41.5% | -25.5% |
| 6M | -29.4% | +46.7% | -76.1% | -39.6% |
| YTD | -29.7% | +27.2% | -56.9% | -36.6% |
| 1Y | -40.0% | +17.9% | -58.0% | -44.4% |
| 3Y | +231.0% | +61.1% | +169.9% | +166.4% |
| 5Y | +500.1% | +13.8% | +486.2% | +437.4% |
| 10Y | +1,004.2% | +318.8% | +685.4% | +541.7% |
| All | +897.3% | +294.6% | +602.7% | +476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling